+192.9%
XOM vs KRE
+124.8%
+68.1%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.1% | +0.3% | +0.4% |
| 7D | +4.1% | -1.8% | +5.9% | +4.9% |
| 30D | +4.6% | -4.5% | +9.1% | +6.7% |
| 3M | +14.0% | +2.7% | +11.2% | +12.2% |
| 6M | +11.0% | +16.9% | -5.9% | +2.2% |
| YTD | +40.7% | +15.4% | +25.3% | +29.7% |
| 1Y | +52.3% | +16.1% | +36.2% | +39.4% |
| 3Y | +60.5% | +85.7% | -25.3% | +10.8% |
| 5Y | +266.4% | +33.3% | +233.2% | +188.6% |
| All | +192.9% | +124.8% | +68.1% | +64.2% |
Cumulative growth
Daily Returns
Daily percentage return beside KRE.
Daily Out/Under-Performance
Portfolio return minus KRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KRE return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded KRE wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling